Basel III Liquidity Risk | New York | September, 28-29

Risk has designed Basel III Liquidity Risk in order to offer attendees practical guidance on how to manage liquidity but also an insight into the application of LCR and NSFR. The training seminar will take place in New York on September 28-29.

In recent years, as a consequence of the financial crisis, liquidity management is playing a key role in the risk management framework of banks. In January 2014, the Basel Committee released the last version of the liquidity rules, introducing two new ratios, the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR), but also additional liquidity metrics known as monitoring tools in order to improve the liquidity of the banks and reduce the risk of insolvency.

Course Highlights:

  • An overview of the impact of Basel III Liquidity Rules on financial markets and banks business models
  • Understand the pre-crisis behaviours towards liquidity management and the BCBS response
  • Knowledge of how to implement the LCR ratio and an understanding of its main implementation challenges
  • Ability to identify the risks and challenges for LCR/NSFR risk driver methodologies
  • In depth comprehension of how to manage intraday liquidity and how to perform its stress testing
  • Understand the inter-relationship between the LCR, NSFR and monitoring tools in the liquidity risk framework

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